Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,082.0 |
4,028.0 |
-54.0 |
-1.3% |
4,159.0 |
High |
4,112.0 |
4,084.0 |
-28.0 |
-0.7% |
4,185.0 |
Low |
3,979.0 |
3,914.0 |
-65.0 |
-1.6% |
3,951.0 |
Close |
4,000.0 |
4,057.0 |
57.0 |
1.4% |
4,000.0 |
Range |
133.0 |
170.0 |
37.0 |
27.8% |
234.0 |
ATR |
86.3 |
92.3 |
6.0 |
6.9% |
0.0 |
Volume |
1,619,368 |
1,416,186 |
-203,182 |
-12.5% |
8,979,369 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.3 |
4,462.7 |
4,150.5 |
|
R3 |
4,358.3 |
4,292.7 |
4,103.8 |
|
R2 |
4,188.3 |
4,188.3 |
4,088.2 |
|
R1 |
4,122.7 |
4,122.7 |
4,072.6 |
4,155.5 |
PP |
4,018.3 |
4,018.3 |
4,018.3 |
4,034.8 |
S1 |
3,952.7 |
3,952.7 |
4,041.4 |
3,985.5 |
S2 |
3,848.3 |
3,848.3 |
4,025.8 |
|
S3 |
3,678.3 |
3,782.7 |
4,010.3 |
|
S4 |
3,508.3 |
3,612.7 |
3,963.5 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,747.3 |
4,607.7 |
4,128.7 |
|
R3 |
4,513.3 |
4,373.7 |
4,064.4 |
|
R2 |
4,279.3 |
4,279.3 |
4,042.9 |
|
R1 |
4,139.7 |
4,139.7 |
4,021.5 |
4,092.5 |
PP |
4,045.3 |
4,045.3 |
4,045.3 |
4,021.8 |
S1 |
3,905.7 |
3,905.7 |
3,978.6 |
3,858.5 |
S2 |
3,811.3 |
3,811.3 |
3,957.1 |
|
S3 |
3,577.3 |
3,671.7 |
3,935.7 |
|
S4 |
3,343.3 |
3,437.7 |
3,871.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,129.0 |
3,914.0 |
215.0 |
5.3% |
145.2 |
3.6% |
67% |
False |
True |
1,765,991 |
10 |
4,262.0 |
3,914.0 |
348.0 |
8.6% |
113.8 |
2.8% |
41% |
False |
True |
1,165,789 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.7% |
86.9 |
2.1% |
40% |
False |
True |
593,645 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.7% |
63.0 |
1.6% |
40% |
False |
True |
301,758 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.3% |
56.7 |
1.4% |
61% |
False |
False |
202,747 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.4% |
48.1 |
1.2% |
61% |
False |
False |
152,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,806.5 |
2.618 |
4,529.1 |
1.618 |
4,359.1 |
1.000 |
4,254.0 |
0.618 |
4,189.1 |
HIGH |
4,084.0 |
0.618 |
4,019.1 |
0.500 |
3,999.0 |
0.382 |
3,978.9 |
LOW |
3,914.0 |
0.618 |
3,808.9 |
1.000 |
3,744.0 |
1.618 |
3,638.9 |
2.618 |
3,468.9 |
4.250 |
3,191.5 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,037.7 |
4,042.3 |
PP |
4,018.3 |
4,027.7 |
S1 |
3,999.0 |
4,013.0 |
|